Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 9,79% | 0,12 CHF | 0,13 CHF | 130 000 | 130 000 | 63 806 | 63 806 | 6 647 CHF | 7 286 CHF | 99,90% | 99,90% |
19/11/2024 | 9,50% | 0,12 CHF | 0,13 CHF | 130 000 | 130 000 | 63 234 | 63 234 | 6 614 CHF | 7 263 CHF | 99,84% | 99,84% |
18/11/2024 | 8,25% | 0,13 CHF | 0,14 CHF | 130 000 | 130 000 | 63 814 | 63 814 | 7 674 CHF | 8 313 CHF | 99,90% | 99,90% |
15/11/2024 | 7,84% | 0,17 CHF | 0,18 CHF | 120 000 | 120 000 | 53 147 | 53 147 | 10 595 CHF | 11 375 CHF | 99,95% | 99,95% |
14/11/2024 | 6,66% | 0,25 CHF | 0,26 CHF | 110 000 | 110 000 | 51 216 | 51 216 | 13 776 CHF | 14 605 CHF | 100,00% | 100,00% |
13/11/2024 | 6,13% | 0,31 CHF | 0,32 CHF | 90 000 | 90 000 | 44 567 | 44 567 | 15 838 CHF | 16 697 CHF | 100,00% | 100,00% |
12/11/2024 | 5,07% | 0,53 CHF | 0,54 CHF | 80 000 | 80 000 | 34 867 | 34 867 | 19 898 CHF | 20 708 CHF | 99,55% | 99,55% |
11/11/2024 | 5,67% | 0,68 CHF | 0,69 CHF | 70 000 | 70 000 | 32 704 | 32 704 | 19 340 CHF | 20 129 CHF | 100,00% | 100,00% |
08/11/2024 | 5,00% | 0,48 CHF | 0,49 CHF | 70 000 | 70 000 | 32 789 | 32 789 | 18 873 CHF | 19 664 CHF | 97,82% | 97,82% |
07/11/2024 | 9,49% | 0,56 CHF | 0,57 CHF | 110 000 | 110 000 | 39 265 | 39 265 | 18 913 CHF | 19 869 CHF | 98,72% | 98,72% |